CBOE Volatility Index


Trading Metrics calculated at close of trading on 24-Feb-2021
Day Change Summary
Previous Current
23-Feb-2021 24-Feb-2021 Change Change % Previous Week
Open 22.82 23.76 0.94 4.1% 21.13
High 27.00 25.04 -1.96 -7.3% 24.23
Low 22.50 21.31 -1.19 -5.3% 20.84
Close 23.11 21.34 -1.77 -7.7% 22.05
Range 4.50 3.73 -0.77 -17.1% 3.39
ATR 3.21 3.25 0.04 1.1% 0.00
Volume
Daily Pivots for day following 24-Feb-2021
Classic Woodie Camarilla DeMark
R4 33.75 31.28 23.39
R3 30.02 27.55 22.37
R2 26.29 26.29 22.02
R1 23.82 23.82 21.68 23.19
PP 22.56 22.56 22.56 22.25
S1 20.09 20.09 21.00 19.46
S2 18.83 18.83 20.66
S3 15.10 16.36 20.31
S4 11.37 12.63 19.29
Weekly Pivots for week ending 19-Feb-2021
Classic Woodie Camarilla DeMark
R4 32.54 30.69 23.91
R3 29.15 27.30 22.98
R2 25.76 25.76 22.67
R1 23.91 23.91 22.36 24.84
PP 22.37 22.37 22.37 22.84
S1 20.52 20.52 21.74 21.45
S2 18.98 18.98 21.43
S3 15.59 17.13 21.12
S4 12.20 13.74 20.19
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 27.00 20.84 6.16 28.9% 3.23 15.1% 8% False False
10 27.00 19.69 7.31 34.3% 2.89 13.5% 23% False False
20 37.51 19.69 17.82 83.5% 3.76 17.6% 9% False False
40 37.51 19.69 17.82 83.5% 3.07 14.4% 9% False False
60 37.51 19.51 18.00 84.3% 2.72 12.7% 10% False False
80 41.16 19.51 21.65 101.5% 2.78 13.0% 8% False False
100 41.16 19.51 21.65 101.5% 2.71 12.7% 8% False False
120 41.16 19.51 21.65 101.5% 2.84 13.3% 8% False False
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.75
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 40.89
2.618 34.81
1.618 31.08
1.000 28.77
0.618 27.35
HIGH 25.04
0.618 23.62
0.500 23.18
0.382 22.73
LOW 21.31
0.618 19.00
1.000 17.58
1.618 15.27
2.618 11.54
4.250 5.46
Fisher Pivots for day following 24-Feb-2021
Pivot 1 day 3 day
R1 23.18 24.16
PP 22.56 23.22
S1 21.95 22.28

Download as Excel Spreadsheet

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols
Emini Day Trading / Daily Notes / Forecast / Economic Events / Search / Terms and Conditions / Disclaimer / Books / Online Books / Site Map / Contact / Privacy Policy / Links / About / Day Trading Forum / Investment Calculators / Pivot Point Calculator / Market Profile Generator / Fibonacci Calculator / Mailing List / Advertise Here / Articles / Financial Terms / Brokers / Software / Holidays / Stock Split Calendar / Mortgage Calculator / Donate

Copyright © 2004-2023, MyPivots. All rights reserved.